Data Source: from January 1972 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 18 2022
Category: Fixed Income
ETF: iShares 3-7 Year Treasury Bond (IEI)
ETF • LIVE PERFORMANCE (USD currency)
0.14%
1 Day
Aug 18 2022
1.36%
Current Month
August 2022

In the last 30 Years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 4.63% compound annual return, with a 4.33% standard deviation.

In 2021, the ETF granted a 0.71% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The iShares 3-7 Year Treasury Bond (IEI) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IEI Weight
Edge Select Conservative Merrill Lynch 17.0%
Edge Select Moderately Conservative Merrill Lynch 17.0%
Edge Select Moderate Merrill Lynch 14.0%
Edge Select Moderately Aggressive Merrill Lynch 9.0%
Edge Select Aggressive Merrill Lynch 5.0%
All Weather Portfolio Ray Dalio 15.0%
Ultimate Buy&Hold FundAdvice 20.0%
Lazy Portfolio David Swensen 15.0%
Robust Alpha Architect 20.0%
Larry Portfolio Larry Swedroe 70.0%
Pinwheel 15.0%
Sandwich Portfolio Bob Clyatt 41.0%
7Twelve Portfolio Craig Israelsen 25.0%
Simple Money Portfolio Tim Maurer 40.0%
Desert Portfolio Gyroscopic Investing 60.0%
All Weather Portfolio with Bitcoin Ray Dalio 15.0%
Desert Portfolio with Bitcoin Gyroscopic Investing 60.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares 3-7 Year Treasury Bond (IEI) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1972 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
1.71
1.72
0.00
1 - 0
3M
1.70
-0.76
-0.73
Jun 2022 - Jun 2022
2 - 1
6M
-3.94
-8.85
-5.56
Feb 2022 - Jun 2022
2 - 4
YTD
-5.32
-10.90
-6.91
Jan 2022 - Jun 2022
2 - 5
1Y
-7.19
-14.48
4.18
-8.75
Aug 2021 - Jun 2022
3 - 9
25% pos
3Y(*)
-0.02
-4.70
3.83
-9.62
Aug 2020 - Jun 2022
18 - 18
50% pos
5Y(*)
1.00
-2.78
3.45
-9.62
Aug 2020 - Jun 2022
29 - 31
48% pos
10Y(*)
1.08
-1.48
3.15
-9.62
Aug 2020 - Jun 2022
62 - 58
52% pos
15Y(*)
2.98
0.59
3.69
-9.62
Aug 2020 - Jun 2022
104 - 76
58% pos
20Y(*)
3.23
0.69
3.97
-9.62
Aug 2020 - Jun 2022
142 - 98
59% pos
25Y(*)
4.14
1.62
4.15
-9.62
Aug 2020 - Jun 2022
185 - 115
62% pos
30Y(*)
4.63
2.06
4.33
-9.62
Aug 2020 - Jun 2022
226 - 134
63% pos
MAX(*)
01 Jan 1972
6.47
2.39
5.60
-10.70
Jul 1979 - Feb 1980
393 - 214
65% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of iShares 3-7 Year Treasury Bond (IEI) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IEI
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.38
-0.15
-0.16
-0.18
-0.18
US Large Cap
SPY
0.36
-0.15
-0.16
-0.16
-0.15
US Small Cap
IJR
0.55
-0.25
-0.26
-0.24
-0.23
US REITs
VNQ
0.12
-0.06
0.14
-0.01
0.00
US Technology
QQQ
0.41
0.01
-0.02
-0.17
-0.17
Preferred Stocks
PFF
0.54
0.04
0.13
0.10
0.11
EAFE Stocks
EFA
0.37
-0.18
-0.11
-0.16
-0.16
World All Countries
VT
0.38
-0.17
-0.15
-0.18
-0.18
Emerging Markets
EEM
0.37
-0.17
-0.06
-0.14
-0.12
Europe
VGK
0.33
-0.17
-0.11
-0.15
-0.15
Pacific
VPL
0.46
-0.16
-0.09
-0.12
-0.12
Latin America
FLLA
0.02
-0.28
-0.13
-0.19
-0.19
US Total Bond Market
BND
0.90
0.78
0.83
0.86
0.86
Long Term Treasuries
TLT
0.71
0.83
0.84
0.78
0.78
US Cash
BIL
-0.03
0.41
0.25
0.19
0.19
TIPS
TIP
0.70
0.59
0.68
0.75
0.76
Investment Grade Bonds
LQD
0.80
0.51
0.58
0.61
0.61
High Yield Bonds
HYG
0.62
0.04
0.09
0.02
0.03
International Bond Market
BNDX
0.83
0.60
0.65
0.53
0.54
Emerging Market Bonds
EMB
0.51
0.14
0.27
0.18
0.19
Gold
GLD
-0.20
0.27
0.36
0.18
0.18
Commodities
DBC
-0.52
-0.55
-0.41
-0.05
-0.05

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 3890.89$, with a total return of 289.09% (4.63% annualized).

The Inflation Adjusted Capital now would be 1845.14$, with a net total return of 84.51% (2.06% annualized).
An investment of 1000$, since January 1972, now would be worth 23823.67$, with a total return of 2282.37% (6.47% annualized).

The Inflation Adjusted Capital now would be 3304.87$, with a net total return of 230.49% (2.39% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-9.62% Aug 2020 Jun 2022 23 in progress 1 24
-6.47% Feb 1994 Nov 1994 10 Apr 1995 5 15
-4.86% Feb 1996 May 1996 4 Oct 1996 5 9
-4.67% Oct 1998 Jan 2000 16 Jun 2000 5 21
-4.29% Jun 2003 Jul 2003 2 Feb 2004 7 9
-4.03% Nov 2001 Mar 2002 5 Jun 2002 3 8
-3.74% Apr 2004 May 2004 2 Oct 2004 5 7
-3.68% Aug 2016 Apr 2018 21 Mar 2019 11 32
-3.50% Apr 2008 May 2008 2 Oct 2008 5 7
-3.16% Jan 2009 Jun 2009 6 Nov 2009 5 11
-3.14% May 2013 Aug 2013 4 Oct 2014 14 18
-3.07% Nov 2010 Mar 2011 5 May 2011 2 7
-2.58% Dec 1996 Mar 1997 4 Jun 1997 3 7
-2.52% Dec 2009 Dec 2009 1 May 2010 5 6
-2.16% Oct 1992 Nov 1992 2 Jan 1993 2 4
-2.05% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.01% Oct 2002 Nov 2002 2 Dec 2002 1 3
-1.49% Feb 2005 Mar 2005 2 Apr 2005 1 3
-1.48% Nov 2004 Nov 2004 1 Jan 2005 2 3
-1.41% Jul 2005 Jul 2005 1 Aug 2005 1 2

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-10.70% Jul 1979 Feb 1980 8 Apr 1980 2 10
-9.62% Aug 2020 Jun 2022 23 in progress 1 24
-8.66% Jul 1980 Aug 1981 14 Nov 1981 3 17
-6.47% Feb 1994 Nov 1994 10 Apr 1995 5 15
-5.46% Mar 1987 Sep 1987 7 Dec 1987 3 10
-4.86% Feb 1996 May 1996 4 Oct 1996 5 9
-4.67% Oct 1998 Jan 2000 16 Jun 2000 5 21
-4.66% Feb 1984 May 1984 4 Jul 1984 2 6
-4.29% Jun 2003 Jul 2003 2 Feb 2004 7 9
-4.03% Nov 2001 Mar 2002 5 Jun 2002 3 8
-3.80% May 1983 Jul 1983 3 Nov 1983 4 7
-3.75% Mar 1974 Apr 1974 2 Sep 1974 5 7
-3.74% Apr 2004 May 2004 2 Oct 2004 5 7
-3.68% Aug 2016 Apr 2018 21 Mar 2019 11 32
-3.50% Apr 2008 May 2008 2 Oct 2008 5 7
-3.37% Jul 1973 Jul 1973 1 Sep 1973 2 3
-3.16% Jan 2009 Jun 2009 6 Nov 2009 5 11
-3.14% May 2013 Aug 2013 4 Oct 2014 14 18
-3.08% Dec 1981 Dec 1981 1 Apr 1982 4 5
-3.07% Nov 2010 Mar 2011 5 May 2011 2 7

Rolling Returns ( more details)

iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.86 34.57
Oct 1981 - Sep 1982
-7.85
Jul 2021 - Jun 2022
14.09%
2 Years
6.92 25.05
Jul 1984 - Jun 1986
-4.75
Jul 2020 - Jun 2022
3.94%
3 Years
6.99 19.06
Jul 1982 - Jun 1985
-0.64
Jul 2019 - Jun 2022
0.70%
5 Years
7.05 20.18
Sep 1981 - Aug 1986
0.54
May 2013 - Apr 2018
0.00%
7 Years
7.15 15.92
Mar 1980 - Feb 1987
0.91
May 2015 - Apr 2022
0.00%
10 Years
7.42 13.85
Oct 1981 - Sep 1991
0.98
Jul 2012 - Jun 2022
0.00%
15 Years
7.59 11.81
Dec 1980 - Nov 1995
2.90
May 2007 - Apr 2022
0.00%
20 Years
7.61 10.90
Oct 1981 - Sep 2001
3.23
Aug 2002 - Jul 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Rolling Returns page.

Seasonality

iShares 3-7 Year Treasury Bond (IEI) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.52
67%
0.08
59%
0.07
57%
0.38
61%
0.68
67%
0.61
61%
0.52
67%
0.74
68%
0.85
76%
0.70
66%
0.82
68%
0.48
62%
Best
Year
3.0
1988
3.2
1986
3.6
1986
10.5
1980
5.7
1985
3.2
1989
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
3.7
1991
Worst
Year
-2.4
1977
-7.5
1980
-3.2
2022
-3.3
2004
-3.2
1984
-1.9
1982
-3.9
2003
-5.0
1980
-2.0
1987
-5.7
1979
-2.3
2001
-3.1
1981
Statistics calculated for the period Jan 1972 - Jul 2022

Monthly/Yearly Returns

iShares 3-7 Year Treasury Bond (IEI) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
393 Positive Months (65%) - 214 Negative Months (35%)
Jan 1972 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-5.32 -10.90 -1.4 -0.5 -3.2 -2.0 0.7 -0.7 1.7
2021
-2.54 -8.95 -0.3 -1.1 -0.8 0.5 0.3 -0.1 1.0 -0.3 -0.8 -0.8 0.3 -0.4
2020
+6.95 +5.51 1.8 1.9 2.5 0.1 0.3 0.1 0.4 -0.3 0.1 -0.4 0.1 0.1
2019
+5.70 +3.34 0.5 -0.2 1.6 0.0 1.8 0.9 -0.2 2.1 -0.6 0.3 -0.4 -0.2
2018
+1.36 -0.54 -1.2 -0.4 0.6 -0.8 0.7 0.0 -0.3 0.7 -0.7 0.1 0.8 1.8
2017
+1.22 -0.87 0.3 0.3 0.1 0.7 0.4 -0.3 0.4 0.8 -0.8 -0.2 -0.4 0.0
2016
+1.22 -0.83 2.1 0.6 0.2 -0.1 -0.2 1.8 0.1 -0.7 0.3 -0.6 -2.2 0.0
2015
+1.64 +0.90 2.3 -1.3 0.8 -0.1 -0.1 -0.5 0.7 0.0 1.1 -0.5 -0.4 -0.3
2014
+3.17 +2.39 1.3 0.1 -0.7 0.5 0.9 -0.2 -0.5 0.9 -0.5 1.0 0.7 -0.4
2013
-1.84 -3.29 -0.4 0.6 0.1 0.6 -1.3 -1.3 0.3 -0.8 1.2 0.5 0.0 -1.3
2012
+1.85 +0.11 0.6 -0.6 -0.6 1.2 0.8 -0.2 0.7 0.1 0.0 -0.3 0.5 -0.4
2011
+8.30 +5.19 0.6 -0.4 -0.3 1.6 1.6 -0.1 2.0 1.8 0.3 0.0 0.2 0.7
2010
+6.32 +4.75 1.7 0.4 -0.8 0.9 1.5 1.9 1.1 1.4 0.5 0.6 -1.0 -2.0
2009
-1.70 -4.30 -1.3 -0.6 1.8 -1.4 -1.0 -0.7 0.5 0.9 0.7 0.1 1.8 -2.5
2008
+12.79 +12.69 2.9 1.6 0.8 -2.3 -1.2 0.7 0.7 1.0 1.0 1.5 3.8 1.8
2007
+9.98 +5.67 -0.3 1.9 0.0 0.6 -1.2 -0.2 1.8 2.0 0.5 0.8 3.5 0.3
2006
+3.14 +0.58 -0.3 0.1 -1.0 -0.4 0.0 0.1 1.4 1.6 0.9 0.6 1.1 -1.0
2005
+2.31 -1.07 0.6 -1.0 -0.5 1.7 1.2 0.6 -1.4 1.6 -1.1 -0.8 0.5 1.0
2004
+3.40 +0.14 0.8 1.2 1.1 -3.3 -0.5 0.5 0.9 2.1 0.2 0.9 -1.5 1.0
2003
+2.37 +0.48 -0.5 1.8 -0.2 0.2 2.7 -0.4 -3.9 0.2 3.1 -1.4 0.0 0.8
2002
+14.15 +11.50 0.5 1.3 -2.3 2.6 1.0 1.7 2.7 2.4 3.0 -0.7 -1.3 2.6
2001
+7.55 +5.90 1.3 1.3 0.5 -1.2 0.2 0.3 2.7 1.1 2.4 2.2 -2.3 -1.2
2000
+14.03 +10.30 -0.5 1.0 2.0 -0.3 0.2 2.2 0.6 1.6 0.9 0.9 2.1 2.4
1999
-3.52 -6.04 0.7 -3.1 0.6 0.3 -1.3 -0.3 -0.5 -0.1 1.1 0.1 -0.1 -0.9
1998
+10.61 +8.85 1.7 -0.4 0.1 0.5 1.0 1.0 0.2 3.2 3.6 -0.8 -0.3 0.4
1997
+8.96 +7.14 0.1 0.1 -1.3 1.6 0.8 1.0 2.9 -1.0 1.5 1.7 0.3 1.1
1996
+1.92 -1.36 0.7 -2.4 -1.1 -1.0 -0.4 1.5 0.1 -0.3 1.9 2.5 2.0 -1.4
1995
+20.44 +17.46 1.9 2.6 0.6 1.6 4.7 0.8 -0.6 1.3 0.9 1.8 1.8 1.4
1994
-4.33 -6.82 1.5 -2.5 -2.6 -0.9 0.2 -0.3 1.7 0.3 -1.8 -0.3 -0.4 0.8
1993
+11.43 +8.45 2.7 2.5 0.4 0.9 -0.1 2.2 0.0 2.2 0.6 0.1 -1.2 0.6
1992
+7.78 +4.74 -2.2 0.5 -0.9 0.6 2.2 1.8 3.1 1.2 1.7 -1.7 -0.5 1.8
1991
+15.97 +12.52 0.9 0.5 0.4 1.1 0.4 -0.2 1.2 2.4 2.4 1.3 1.0 3.7
1990
+9.46 +3.16 -1.3 0.3 -0.1 -0.8 2.7 1.6 1.6 -0.8 0.8 1.6 2.0 1.6
1989
+14.52 +9.43 1.0 -0.6 0.4 2.7 2.4 3.2 2.6 -2.2 0.3 2.7 1.1 0.2
1988
+5.26 +0.80 3.0 1.1 -1.0 -0.5 -0.9 2.0 -0.7 -0.1 2.1 1.7 -1.4 -0.2
1987
+1.55 -2.76 1.0 0.6 -0.7 -2.7 -0.7 1.2 -0.1 -0.6 -2.0 4.1 0.5 1.1
1986
+15.10 +13.85 0.5 3.2 3.6 0.7 -2.1 3.1 1.5 3.2 -1.9 1.5 1.0 -0.1
1985
+22.24 +17.77 2.1 -2.0 1.9 2.4 5.7 0.9 -0.5 1.8 0.9 1.8 2.4 3.1
1984
+15.01 +10.65 1.8 -0.5 -1.0 0.0 -3.2 1.3 4.3 1.4 2.1 4.3 2.2 1.6
1983
+5.22 +1.38 0.0 2.7 -0.9 2.4 -1.7 0.1 -2.2 0.2 3.2 0.2 1.1 0.2
1982
+31.13 +26.30 0.2 1.6 0.2 2.9 1.7 -1.9 4.5 5.1 4.6 5.2 1.7 1.9
1981
+9.41 +0.45 0.3 -2.3 2.5 -2.6 2.8 0.3 -2.2 -1.6 0.8 6.5 8.4 -3.1
1980
+2.88 -8.56 -1.9 -7.5 1.7 10.5 4.6 2.3 -1.6 -5.0 0.2 -2.1 -0.4 3.1
1979
+5.35 -7.01 2.2 -0.6 1.2 0.1 2.0 1.9 -0.3 -0.7 0.3 -5.7 3.8 1.1
1978
+1.15 -7.22 -0.1 0.1 0.2 0.2 -0.1 -0.2 0.9 0.9 0.4 -1.9 1.6 -0.7
1977
+1.04 -5.31 -2.4 -0.1 0.7 0.7 0.7 1.3 -0.8 1.0 -0.1 -0.8 0.9 -0.1
1976
+13.75 +8.47 0.9 0.5 0.9 0.8 -1.2 1.5 1.1 1.9 1.1 1.7 3.7 0.2
1975
+7.36 +0.40 0.7 1.5 -0.9 -1.9 2.8 -0.2 -0.4 0.3 -0.4 3.8 -0.3 2.3
1974
+5.70 -5.91 0.2 0.3 -2.2 -1.6 1.3 -0.4 0.2 0.0 3.1 1.1 2.2 1.5
1973
+4.47 -3.89 -0.3 -0.6 0.2 0.9 0.4 0.1 -3.4 3.1 3.0 0.2 0.7 0.3
1972
+2.72 -0.66 -0.6 0.8 -1.3 1.4 0.9 -0.4 0.6 -0.5 0.6 0.4 0.9 -0.1

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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